Anic Equity¶

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Total return since start: 0.59 %¶

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Equity now: -----------------------------> 48565.54 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46366.0 Kr¶

PnL: ---------------------------------------> -1856.25 Kr¶

DD now: ---------------------------------> -6.735 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 16:55:44.060147'

Anic Portfolio¶

Today¶

Return: 0.195 %¶

This Week¶

Return: 0.195 %¶

Total¶

Return: 58.991 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -9.220000 828.450000 130.450000 18.690000 698.000040
Nordisk Bergteknik B 130 -2.110000 4212.000000 48.000000 1.150000 4163.999970
Tobii Dynavox 109 -0.760000 2769.150000 47.150000 1.730000 2721.999993
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Stillfront Group 38 -0.650000 721.050000 35.050000 5.110000 686.000016
Vitec Software Group B 1 -1.130000 497.800000 12.800000 2.640000 485.000000
MEKO 13 -1.870000 1565.200000 11.200000 0.720000 1554.000006
Embracer Group B 14 -1.540000 699.440000 10.440000 1.520000 689.000004
Tietoevry 2 -2.540000 644.800000 6.800000 1.070000 638.000000
Mycronic 3 -2.340000 652.200000 0.200000 0.030000 651.999999
G5 Entertainment 3 -0.520000 571.800000 -0.200000 -0.030000 572.000001
SKF A 3 -3.370000 592.800000 -0.200000 -0.030000 593.000001
SKF B 3 -3.860000 591.000000 -5.000000 -0.840000 596.000001
Addnode Group B 6 -2.100000 699.000000 -10.000000 -1.410000 709.000002
ASSA ABLOY B 2 -1.450000 503.200000 -10.800000 -2.100000 514.000000
ACQ Bure SPAC 36 0.000000 3477.600000 -12.400000 -0.360000 3489.999984
Avanza Bank Holding 2 -3.010000 496.800000 -14.200000 -2.780000 511.000000
Husqvarna A 7 -2.880000 614.600000 -18.400000 -2.910000 632.999997
Husqvarna B 7 -3.160000 613.200000 -26.800000 -4.190000 639.999997
Collector Bank 29 -5.120000 1206.250000 -27.750000 -2.250000 1233.999996
Loomis 6 -2.610000 2013.600000 -29.400000 -1.440000 2043.000000
ITAB Shop Concept 56 -4.530000 660.800000 -30.200000 -4.370000 691.000016
Fastighetsbolag. Emilshus Pref 21 -3.250000 531.300000 -30.700000 -5.460000 562.000005
Lagercrantz Group B 5 -0.780000 574.500000 -32.500000 -5.350000 607.000000
Rejlers B 6 -2.770000 925.200000 -36.800000 -3.830000 961.999998
Swedbank A 3 -3.190000 578.100000 -39.900000 -6.460000 618.000000
Arion Banki SDB 61 -2.190000 655.140000 -41.860000 -6.010000 697.000030
Norva24 Group 12 -1.630000 361.920000 -45.330000 -11.130000 407.250000
Mips 1 -0.770000 479.900000 -49.100000 -9.280000 529.000000
Dustin Group 18 -4.720000 610.200000 -59.800000 -8.930000 669.999996
Viaplay Group B 4 -3.510000 967.600000 -69.400000 -6.690000 1037.000000
Nordea Bank Abp 30 -4.230000 3692.400000 -70.600000 -1.880000 3762.999990
Fastighetsbolaget Emilshus B 23 14.860000 620.540000 -74.460000 -10.710000 694.999993
AFRY 3 -2.700000 519.900000 -75.100000 -12.620000 594.999999
Beijer Alma B 9 -1.210000 1840.500000 -113.500000 -5.810000 1953.999999
RVRC Holding 17 -2.510000 553.860000 -129.140000 -18.910000 683.000007
Fasadgruppen Group 38 1.370000 3936.800000 -253.200000 -6.040000 4190.000004
Alimak Group 11 -0.320000 693.000000 -300.000000 -30.210000 992.999997
Camurus 16 -3.320000 3542.400000 -595.600000 -14.390000 4138.000000
TOTAL 46366.000000 -1856.250000 -6.7348% 48222.250041

Updated:¶

'2023-03-13 16:55:58.529352'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶